Contributions

  • Murthy, T.S. - Contributor
  • Naval Postgraduate School (U.S.) - Contributor

Publication

1980 - Naval Postgraduate School, Monterey, California, California

Language

English

Word Count

5,500 words, Guess

Page Count

22 pages

Identifiers

Description

Let x sub t (t = 1,2,..) be a stationary Gaussian Markov process of order one with E(x sub t) = mu and Cov(x sub t, x sub t + k) = rho to the k power. We derive a prediction interval for x sub 2n + 1 based on the preceding 2n observations x sub 1, x sub 2,...,x sub 2n. (Author)

Subjects

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